Linkages among asset markets in the United States : tests in a bivariate GARCH framework

著者

• Darbar, Salim M.
• Deb, Partha
• International Monetary Fund. African Dept

書誌事項

Linkages among asset markets in the United States : tests in a bivariate GARCH framework

prepared by Salim M. Darbar and Partha Deb

（IMF working paper, WP/99/158）

International Monetary Fund, c1999

注記

"November 1999"

Includes bibliographical references (p. 24-25)

詳細情報

• NII書誌ID(NCID): BA53417819
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: [Washington, D.C.]
• ページ数/冊数: 25 p.
• 大きさ: 28 cm
• 親書誌ID:
  • BA27768827